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Chin Wen Cheong

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First Name:Cheong
Middle Name:Wen
Last Name:Chin
Suffix:
RePEc Short-ID:pch1755
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Articles

  1. Wen Cheong Chin & Min Cherng Lee, 2018. "S&P500 volatility analysis using high-frequency multipower variation volatility proxies," Empirical Economics, Springer, vol. 54(3), pages 1297-1318, May.
  2. Sew Lai Ng & Wen Cheong Chin & Lee Lee Chong, 2017. "Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 49-61, March.
  3. Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016. "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 50-64, December.
  4. Chin Wen Cheong & Ng Sew Lai & Nurul Afidah Mohmad Yusof & Khor Chia Ying, 2012. "Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 70-84, January.
  5. Chin Wen Cheong, 2010. "Estimating the Hurst parameter in financial time series via heuristic approaches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(2), pages 201-214.
  6. Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
  7. Chin Wen Cheong, 2010. "Optimal choice of sample fraction in univariate financial tail index estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(12), pages 2043-2056.
  8. Cheong, Chin Wen, 2009. "Modeling and forecasting crude oil markets using ARCH-type models," Energy Policy, Elsevier, vol. 37(6), pages 2346-2355, June.
  9. Chin, Wen Cheong, 2008. "Heavy-tailed value-at-risk analysis for Malaysian stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(16), pages 4285-4298.
  10. Cheong, Chin Wen, 2008. "Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 889-898.
  11. Wen Cheong, Chin & Hassan Shaari Mohd Nor, Abu & Isa, Zaidi, 2007. "Asymmetry and long-memory volatility: Some empirical evidence using GARCH," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 651-664.
  12. Chin Wen Cheong, 2007. "Statistical Evaluation of Market Barometer in Malaysian Stock Market," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 7-27, September.
    RePEc:taf:apfelt:v:3:y:2007:i:2:p:121-127 is not listed on IDEAS
    RePEc:taf:apfelt:v:3:y:2007:i:3:p:201-208 is not listed on IDEAS

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